An outer-approximation algorithm for maximum-entropy sampling

We apply the well-known outer-approximation algorithm (OA) of convex mixed-integer nonlinear optimization to the maximum-entropy sampling problem (MESP), using convex relaxations for MESP from the literature. We discuss possible methodologies to accelerate the convergence of OA, by combining the use...

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Bibliographic Details
Published in:	Discrete Applied Mathematics Vol. 347; pp. 271 - 284
Main Authors:	Fampa, Marcia, Lee, Jon
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 15.04.2024
Subjects:	Disjunctive cuts Local search Maximum-entropy sampling Mixed-integer nonlinear optimization No-good Outer approximation Regularization Second-order approximation Local search No-good Maximum-entropy sampling Second-order approximation Outer approximation Disjunctive cuts Regularization Mixed-integer nonlinear optimization
ISSN:	0166-218X, 1872-6771
Online Access:	Get full text
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